Very detailed installation instructions were included with the kit, though being the lazy martian I am, I referred to them only when stumped.

Two 18mm bolts hold the brake caliper in place. After performing the install on the driver's side, I realized it best to leave the caliper connected to the brake line until after the new Brembo rotor and caliper were installed. Stainless steel brake lines are provided with the BBK. Attach this new brake line to the Brembo caliper, then swap out the connection to the metal brake line pipe as the very last step in Ninja mode (as longtran would say). This minimizes loss of brake fluid and mess.

Here's a comparison between stock 330i caliper and the Brembo caliper:

The 4-piston aftermarket unit seemed lighter. Now I attached the mounting bracket to the L (driver's side) caliper:
The hardest part was getting the stock rotor off! This was mainly because the corrosion and rust on the hub caused so much friction on the center opening of the rotor. I used WD-40 and liquid wrench, tapped with a hammer to loosen the rust, and stomped with my feet to break the rotor loose. My foot prints on the stock rotor tell the story:

Oh man, by this time I was getting excited! Let's get this party started!

Now the easy part. I did not have to cut or trim any of the brake shield to fit this BBK on:

The brakes had to be bled, and this where the brake fluid reservoir is. It hides under this cover on the driver's side:

For giggles and grins, I tried to fit the Type 162 wheels on. They fit, but rub the sides of the Brembos. There's no way you would be able to drive this way.

The finished result:

Thanks to JLeviSW, to DEAN325i for staying up with me to help bleed the brakes, to ///Matt for curbside consults on the phone, and to longtran for the DIY.

J and Mac,
I'm still breaking the brakes in, so I haven't put them "to the test." Although with light to moderate braking, the car stops very smoothly. The last thing I want to do is glaze my brake pads.